+22.1%
LYB vs PCOR
-22.8%
+44.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -8.2% | +8.5% | +0.6% |
| 30D | +2.5% | -8.1% | +10.6% | +2.8% |
| 3M | +1.4% | +26.2% | -24.8% | +0.4% |
| 6M | -3.5% | -5.0% | +1.6% | -3.5% |
| YTD | +52.0% | -26.8% | +78.8% | +56.3% |
| 1Y | +22.1% | -24.6% | +46.6% | +25.8% |
| All | +22.1% | -22.8% | +44.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling